Composer · investment strategy
by Composer Technologies · via Composer
A cautious, contrarian switch between 3x tech (TQQQ) and cash‑like Treasuries (USFR). It only buys TQQQ when markets are calm and bonds have recently outpaced stocks; otherwise it parks in USFR. Fifteen lookbacks vote and are equally weighted.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
1 of 4 funds in its are : TQQQ
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
What it owns: TQQQ (aims for 3x the Nasdaq‑100’s daily move) or USFR (cash‑like Treasuries). SPY = S&P 500; SHY = short‑term Treasuries.<br>It builds 15 small “voters.” Each asks: 1) Is the stock market calm (SPY’s recent daily swing under ~1–2%)? 2) Have safe bonds (SHY) recently beaten stocks (SPY) on a simple 0–100 strength score (RSI)? If both are yes, that voter buys TQQQ; otherwise it holds USFR. All voters are equally weighted.
A cautious, contrarian switch between 3x tech (TQQQ) and cash‑like Treasuries (USFR). It only buys TQQQ when markets are calm and bonds have recently outpaced stocks; otherwise it parks in USFR. Fifteen lookbacks vote and are equally weighted.
Out-of-sample, this strategy targets ~29% annualized return vs SPY ~21.6%, with Calmar ~0.63. It uses a volatility-filtered contrarian tilt to time leveraged Nasdaq exposure when bonds outperform, seeking rebounds, but with drawdowns ~46%.
TQQQ version of Cautious Fund Surfing| SPY vs. SHY | 3x
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $830k | 2026-10-11 | |
| Backtest regulatory fees | $1,476 | 2026-10-11 | |
| Backtest slippage cost | $10k | 2026-10-11 |
| AI categories (Composer) | contrarian momentum, leveraged equity, nasdaq-100, tactical allocation, treasury cash parking, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 178 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "TQQQ", "USFR" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,189 | 2026-10-11 | |
| Out-of-sample length | 685 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8199% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
